﻿/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 * 
 * Licensed under the Apache License, Version 2.0 (the "License"); 
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 * 
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using QuantConnect.Orders;

namespace QuantConnect.Securities
{
    /// <summary>
    /// Performs order fill application to portfolio
    /// </summary>
    public interface ISecurityPortfolioModel
    {
        /// <summary>
        /// Performs application of an OrderEvent to the portfolio
        /// </summary>
        /// <param name="portfolio">The algorithm's portfolio</param>
        /// <param name="security">The fill's security</param>
        /// <param name="fill">The order event fill object to be applied</param>
        void ProcessFill(SecurityPortfolioManager portfolio, Security security, OrderEvent fill);
    }
}